Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-27 39.305181 42.711835 46.480918 51.001647 56.333658 62.497424 70.276422
2025-08-03 34.401412 38.794867 43.993628 50.735984 59.470313 70.753248 87.098522
2025-08-10 31.132873 35.874193 41.713813 49.667504 60.634597 75.974216 100.746277
2025-08-17 28.712127 33.603449 39.807262 48.576651 61.280201 80.268934 114.097427
2025-08-24 26.928218 31.918123 38.402292 47.861309 62.170862 84.909658 129.559651
2025-08-31 25.407887 30.423486 37.070079 47.021885 62.643169 88.853953 145.331348
2025-09-07 24.777977 30.041734 37.189027 48.250386 66.474149 99.424714 181.019725
2025-09-14 23.757307 29.043995 36.340588 47.891891 67.584697 105.219251 209.580041
2025-09-21 22.656213 27.861913 35.131355 46.831143 67.290987 108.097848 232.439484
2025-09-28 21.626218 26.721231 33.903435 45.619045 66.542427 109.820149 253.507039
2025-10-05 21.451963 26.774874 34.431970 47.294379 71.376216 125.620213 351.270365
2025-10-12 21.118307 26.574327 34.553683 48.288919 75.069339 140.267851 486.746366
2025-10-19 20.692913 26.234722 34.464395 48.960226 78.357190 155.871527 717.054528
2025-10-26 20.088184 25.600604 33.874436 48.687486 79.597754 166.227772 1010.281913
2025-11-02 19.379846 24.778416 32.935989 47.693065 79.060668 170.647539 1310.706819
2025-11-09 18.717410 23.998383 32.024536 46.674944 78.325008 174.219281 1735.922923
2025-11-16 18.170408 23.371690 31.329417 46.006772 78.323625 180.711345 2718.849199
2025-11-23 17.635890 22.744022 30.602252 45.222079 77.932254 185.668244 4674.208408
2025-11-30 17.503281 22.724880 30.871224 46.370255 82.547463 215.321634 NaN
2025-12-07 17.105735 22.279661 30.405974 46.035347 83.289904 228.031015 NaN
2025-12-14 16.613310 21.670711 29.639136 45.043682 82.132948 230.344597 NaN
2025-12-21 16.120218 21.047028 28.824920 43.909225 80.456522 229.143146 NaN
2025-12-28 16.118538 21.192283 29.321663 45.476880 86.584083 280.570694 NaN